Dataset Name: ice_xkfe_level2_1382_q
Group: market_data
Vendor: ICE
Symbol Set: Korea Derivatives
Asset Class: Futures
Data Update Time(s): 10:30 PM EST
Data Update Frequency: intraday
ICE XKFE Korea Exchange: Derivatives A Level 2 : Quote Data
Data Contained in this Dataset
| Column | Type | Description |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. (underlying field is nc_publish_date_actual) |
| symbol | string | Trading Symbol or Ticker |
| D | string | Datatype filtered by CloudQuant to make sub data sets. This is the last letter of the name of the dataset. H - Header, Q - Quotes, T - Trades, etc. |
| SYMBOL.TICKER | string | Ticker symbol associated with this message. |
| ISIN | string | International Securities Identification Number. An international code which identifies a securities issue |
| SEDOL | string | Stock Exchange Daily Official List (SEDOL) code. |
| CUSIP | string | Committee on Uniform Security Identification Procedures (CUSIP) number. |
| TAS.SEQ | int64 | Per symbol time and sales record sequence number. |
| ACTIVITY.DATETIME | double | Last activity datetime. |
| DEPTH.KEY | int64 | Depth Key |
| BID.PRICE | double | Bid Price |
| BID.SIZE | int64 | Bid Size |
| BID.DEPTH.COND | int | Bid Depth Condition |
| BID.DEPTH.COUNT | int | Bid Depth Count |
| BUYER.ID | int | Buyer ID |
| ASK.PRICE | double | Ask Price |
| ASK.SIZE | int64 | Ask Size |
| ASK.DEPTH.COND | int | Ask Depth Condition. |
| ASK.DEPTH.COUNT | int | Ask Depth Count |
| SELLER.ID | int | Integer-type Seller Identifier |
| TOP_BOOK_MARKER | int | Top of book marker. |
| EXCH.MESSAGE.TIMESTAMP | int64 | Exchange sent timestamp in milliseconds HH:MM:SS:mmm. |
| DEPTH.ORDER.TYPE | string | Depth Order Type |
| END.UPDATE.FLAG | int | End Update Flag |